+200.1%
GDDY vs IRM
+440.8%
-240.7%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.0% | -0.3% | +1.2% |
| 7D | -3.2% | -1.4% | -1.8% | -2.8% |
| 30D | +6.8% | -7.4% | +14.2% | +8.9% |
| 3M | +30.5% | -7.4% | +37.8% | +32.7% |
| 6M | +13.3% | +8.7% | +4.7% | +9.4% |
| YTD | -21.0% | +40.9% | -61.9% | -29.8% |
| 1Y | -34.0% | +20.5% | -54.5% | -38.7% |
| 3Y | +33.1% | +101.7% | -68.6% | +1.9% |
| 5Y | +30.3% | +197.7% | -167.3% | -12.5% |
| All | +200.1% | +440.8% | -240.7% | +59.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded IRM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling